Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 2.20% | 0.43 CHF | 0.44 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 135'014 CHF | 46'005 CHF | 99.44% | 99.44% |
19.11.2024 | 2.18% | 0.44 CHF | 0.45 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 136'465 CHF | 46'488 CHF | 98.95% | 98.95% |
18.11.2024 | 2.21% | 0.45 CHF | 0.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 134'101 CHF | 45'701 CHF | 97.64% | 97.64% |
15.11.2024 | 2.17% | 0.44 CHF | 0.45 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 137'177 CHF | 46'726 CHF | 99.44% | 99.44% |
14.11.2024 | 1.72% | 0.60 CHF | 0.61 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 172'470 CHF | 58'490 CHF | 99.44% | 99.44% |
13.11.2024 | 1.67% | 0.58 CHF | 0.59 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 177'820 CHF | 60'273 CHF | 96.93% | 96.93% |
12.11.2024 | 1.58% | 0.62 CHF | 0.63 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 188'793 CHF | 63'931 CHF | 96.92% | 96.92% |
11.11.2024 | 1.47% | 0.66 CHF | 0.67 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 201'953 CHF | 68'318 CHF | 98.88% | 98.88% |
08.11.2024 | 1.47% | 0.67 CHF | 0.68 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 203'307 CHF | 68'769 CHF | 93.36% | 93.36% |
07.11.2024 | 1.50% | 0.65 CHF | 0.66 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 198'116 CHF | 67'039 CHF | 98.69% | 98.69% |